Abstract
We propose a new approach called PESA (Prioritized replay Evolutionary and Swarm Algorithms) combining prioritized replay of reinforcement learning with hybrid evolutionary algorithms. PESA hybridizes different evolutionary and swarm algorithms such as particle swarm optimization, evolution strategies, simulated annealing, and differential evolution, with a modular approach to account for other algorithms. PESA hybridizes three algorithms by storing their solutions in a shared replay memory, then applying prioritized replay to redistribute data between the integral algorithms in frequent form based on their fitness and priority values, which significantly enhances sample diversity and algorithm exploration. Additionally, greedy replay is used implicitly to improve PESA exploitation close to the end of evolution. PESA features in balancing exploration and exploitation during search and the parallel computing result in an agnostic excellent performance over a wide range of experiments and problems presented in this work. PESA also shows very good scalability with number of processors in solving an expensive problem of optimizing nuclear fuel in nuclear power plants. PESA's competitive performance and modularity over all experiments allow it to join the family of evolutionary algorithms as a new hybrid algorithm; unleashing the power of parallel computing for expensive optimization.
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